Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 164.02% | 0.00 CHF | 0.02 CHF | 570'000 | 570'000 | 257'453 | 257'453 | 515 CHF | 5'173 CHF | 99.90% | 99.90% |
28.05.2024 | 163.23% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 253'151 | 253'151 | 518 CHF | 5'086 CHF | 99.68% | 99.68% |
27.05.2024 | 163.64% | 0.00 CHF | 0.02 CHF | 230'000 | 230'000 | 186'991 | 186'991 | 374 CHF | 3'740 CHF | 98.97% | 98.97% |
24.05.2024 | 164.01% | 0.00 CHF | 0.02 CHF | 570'000 | 570'000 | 256'440 | 256'440 | 513 CHF | 5'149 CHF | 100.00% | 100.00% |
23.05.2024 | 137.53% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 249'336 | 249'336 | 865 CHF | 5'005 CHF | 100.00% | 100.00% |
22.05.2024 | 133.97% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 246'744 | 246'744 | 987 CHF | 4'953 CHF | 100.00% | 100.00% |
21.05.2024 | 111.98% | 0.00 CHF | 0.02 CHF | 560'000 | 560'000 | 246'993 | 246'993 | 1'335 CHF | 4'959 CHF | 99.06% | 99.06% |
17.05.2024 | 104.43% | 0.01 CHF | 0.02 CHF | 550'000 | 550'000 | 248'670 | 248'670 | 1'670 CHF | 4'990 CHF | 98.98% | 98.98% |
16.05.2024 | 89.37% | 0.01 CHF | 0.02 CHF | 560'000 | 560'000 | 246'756 | 246'756 | 1'917 CHF | 4'965 CHF | 99.67% | 100.00% |
15.05.2024 | 70.48% | 0.01 CHF | 0.02 CHF | 560'000 | 560'000 | 245'866 | 245'866 | 2'290 CHF | 4'986 CHF | 100.00% | 100.00% |